Multiple risky assets, transaction costs, and return predictability allocation rules and implications for U.S. investors.

Multiple risky assets, transaction costs, and return predictability allocation rules and implications for U.S. investors.

ग्रंथसूची विवरण
में प्रकाशित:Journal of financial and quantitative analysis V. 45, 1-5 (2010).
मुख्य लेखक: Lynch, Anthony W.
स्वरूप: लेख
भाषा:English
विषय:
Risk aversion.
Transaction costs.
Rates of return.
Portfolio management.
Utility functions.